Simplified examples.
Added function shrinkcovmat
to obtain the shrinkage estimates.
Added vignette.
Created NEWS.Rd.
Compressed dataset to its optimal value.
Fixed ORCID in DESCRIPTION.
Improved package code coverage.
Mitigating from Travis CI to GitHub Actions.
Removed C++11 dependency.
Updated CITATION.
Updated documentation.
Complied with CRAN Solaris requirements.
Re-submitted to CRAN.
Added code coverage.
Added Rcpp functionality.
Created an S3 class for target selection.
Introduced unit testing.
Fixed a bug thanks to Oyvind Bleka.
Updated documentation.
Updated examples.
Updated README.
Updated .travis.yml.
Added README.
Updated DESCRIPTION.
Fixed a bug in shrinkcovmat.unequal
reported by Prof. Thomas A. Severini.
Updated CITATION.
Updated documentation.
Updated R files.
Updated email address of the maintainer.
Updated CITATION.
Created CITATION.
Updated documentation.
Added function targetselection
.
Created CITATION.
Updated documentation.
Created CITATION.
Updated documentation.
The first version of the R package ShrinkCovMat is released on CRAN.